Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190030.6731 | 215898.846 | -25868.173 | -78580.2989 | 40304.6641 | -118884.963 |
Total P&L (%) | 190.0307 | 215.8988 | -25.8682 | -78.5803 | 40.3047 | -118.885 |
Avg Daily Profit (%) | 0.154 | 0.1749 | -0.021 | -0.1248 | 0.0274 | 0 |
Buy And Hold Return (%) | 14.2222 | 14.2222 | 14.2222 | 14.2222 | 14.2222 | 14.2222 |
Max Trade Drawdown | -201954 | -57280 | -194613 | -133520 | -6381 | -133521 |
Profit Factor | 1.2794 | 1.843 | 0.939 | 0.5371 | 3.3403 | 0.2206 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 59.8726 | 57.6923 | 62.0253 | 59.8726 | 57.6923 | 62.0253 |
Ratio Avg Win / Avg Loss | 0.8575 | 1.3515 | 0.5749 | 0.36 | 2.4495 | 0.1351 |
Largest Winning Trade | 35822 | 33066 | 35822 | 30407 | 30407 | 12918 |
Largest Losing Trade | -115814 | -49327 | -115814 | -130715 | -5785 | -130715 |
Avg Bars in Trades | 44 | 54 | 35 | 44 | 54 | 35 |
Avg Bars in Winners | 29 | 37 | 22 | 36 | 45 | 28 |
Avg Bars in Losers | 67 | 76 | 56 | 56 | 66 | 46 |
Bars Traded | 7022 | 4228 | 2794 | 7022 | 4228 | 2794 |
Profit Streak | 28.2596 | 83.7596 | 28.2596 | 28.2596 | 83.7596 | 28.2596 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328419 | -21980 | -604890 | -577174 | -184865 | -604890 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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